Open AccessOptions pricing models of interest rate index: a comparative of pricing methodologies applied to the Brazilian market
Author(s) -
Jo�ão Luiz Chela,
Rodolfo Rosina
Publication year - 2019
Publication title -
international journal of financial markets and derivatives
Language(s) - English
Resource type - Journals
eISSN - 1756-7149
pISSN - 1756-7130
DOI - 10.1504/ijfmd.2019.101236
Subject(s) - heath–jarrow–morton framework , interest rate , index (typography) , economics , black–scholes model , valuation of options , stock market index , financial economics , econometrics , stock market , computer science , volatility (finance) , finance , paleontology , horse , world wide web , biology
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